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Please use the tabs above to navigate the different sections. Below are some relevant weekly updates as of June 03, 2025 in macro/markets:
Valuation Opportunities
| Metric | Japan Real Estate |
|---|---|
| Valuation Composite | -1.197 |
| Valuation Composite 1Y Change | -0.853 |
| # Cheap Flags | 4 |
| Appears In | Forward PE, EV/Trailing EBITDA, CAPE, Price to Sales |
As of June 03, 2025 the Macroeconomic Regime is in: Slowdown (threshold = 60%)
Top News of the Week
- European markets are set to open higher ahead of flash inflation data
- How tourists alerted this fund manager to sell Moncler before its stock plunge
- China's May factory activity unexpectedly shrinks — worst drop since 2022
- Elon Musk's companies report positive developments amid his return to work
- Asia-Pacific markets trade mixed as investors assess dismal China factory activity
- 'Big Short' investor Steve Eisman: Tariffs are my only concern
- Trump pauses Social Security benefit cuts over defaulted student loans
- Cramer says 'be ready for disappointment' as the White House shapes market action
- Cramer's Lightning Round: Cerence is a winner
- Jim Cramer says steel tariffs are a 'double-edged sword' for industry
- Stock futures slip after S&P 500 kicks off June with a modest gain
- In China, 'The Great American' burger is now made with Australian beef
📰 Top Finance & Macro Headlines as of June 03, 2025:
Assets Below (-1) Std
Valuation Composite
| Valuation Composite | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Real Estate | -1.20 | -0.26 | -0.85 | Sep-2016 | Sector |
| Europe Real Estate | -1.06 | -0.41 | 0.13 | Feb-2006 | Sector |
CAPE
| CAPE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Utilities | -1.76 | -0.07 | -0.38 | May-2005 | Sector |
| US Real Estate | -1.53 | 0.04 | -0.10 | Sep-2016 | Sector |
| Japan Real Estate | -1.21 | -0.35 | -0.40 | Sep-2016 | Sector |
| Europe Consumer Staples | -1.09 | 0.02 | -0.06 | Feb-2006 | Sector |
| Europe Real Estate | -1.06 | -0.09 | -0.05 | Feb-2006 | Sector |
| Japan Consumer Staples | -1.01 | 0.03 | -0.23 | Jul-2005 | Sector |
EV/Trailing EBITDA
| EV/Trailing EBITDA | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Real Estate | -1.85 | -0.45 | -2.23 | Sep-2016 | Sector |
| Australia Consumer Staples | -1.01 | 0.01 | -0.81 | Sep-2005 | Sector |
Forward PE
| Forward PE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Healthcare | -1.07 | 0.21 | -0.87 | May-2005 | Sector |
| Japan Real Estate | -1.05 | 0.36 | -0.39 | Sep-2016 | Sector |
Price to Book
| Price to Book | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Australia Energy | -1.16 | 0.03 | -0.35 | Feb-2006 | Sector |
| Europe Energy | -1.12 | 0.02 | -0.63 | Mar-2000 | Sector |
Price to Sales
| Price to Sales | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Real Estate | -1.57 | -0.52 | -2.00 | Sep-2016 | Sector |
| Australia Energy | -1.46 | 0.15 | -0.47 | Feb-2006 | Sector |
| Australia Utilities | -1.33 | 0.01 | -0.16 | Feb-2006 | Sector |
| Low Volatility | -1.20 | -0.11 | 0.11 | Nov-2012 | Factor |
| Australia Consumer Staples | -1.17 | 0.06 | 0.01 | Sep-2005 | Sector |
Assets Above (1) Std
Valuation Composite
| Valuation Composite | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| US Financials | 1.03 | 0.24 | 0.67 | May-1997 | Sector |
| Quality | 1.21 | 0.28 | -0.24 | Mar-2013 | Factor |
| US Utilities | 1.28 | 0.10 | 0.30 | May-1997 | Sector |
| US Consumer Staples | 1.33 | 0.11 | 0.68 | May-1997 | Sector |
| Australia Communication Serv | 1.38 | 0.19 | 1.00 | Sep-2005 | Sector |
| Australia Consumer Discret | 1.44 | -0.13 | 0.77 | May-2003 | Sector |
| US Info Tech | 1.53 | 0.38 | -0.08 | May-1997 | Sector |
| US Consumer Discret | 1.57 | 0.41 | 0.41 | May-1997 | Sector |
| Europe Industrials | 1.63 | 0.35 | 0.20 | May-1997 | Sector |
| US Communication Serv | 1.64 | 0.44 | 0.23 | May-1997 | Sector |
| Large | 1.79 | 0.32 | 0.39 | Feb-2009 | Factor |
| Growth | 1.85 | 0.24 | 0.42 | May-1997 | Factor |
| US Industrials | 1.96 | 0.43 | 0.57 | May-1997 | Sector |
| Australia Info Tech | 2.09 | 0.63 | -0.11 | Sep-2005 | Sector |
CAPE
| CAPE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Banks | 1.05 | 0.18 | 1.29 | May-2003 | Aussie |
| US Consumer Staples | 1.10 | 0.06 | 0.31 | May-1997 | Sector |
| Australia Industrials | 1.35 | 0.11 | 0.41 | Sep-2005 | Sector |
| US Industrials | 1.41 | 0.42 | 0.68 | May-1997 | Sector |
| Europe Industrials | 1.55 | 0.41 | 0.23 | May-1997 | Sector |
| Growth | 1.60 | 0.32 | 0.37 | May-1997 | Factor |
| US Communication Serv | 1.62 | 0.32 | 0.15 | May-1997 | Sector |
| Australia Communication Serv | 1.62 | 0.19 | 1.47 | Sep-2005 | Sector |
| Large | 1.72 | 0.25 | 0.24 | Feb-2009 | Factor |
| Australia Consumer Discret | 1.80 | 0.01 | 0.55 | May-2003 | Sector |
| US Consumer Discret | 2.10 | 0.44 | 0.42 | May-1997 | Sector |
| Australia Info Tech | 3.01 | N/A | N/A | Sep-2005 | Sector |
EV/Trailing EBITDA
| EV/Trailing EBITDA | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Europe Material | 1.02 | 0.10 | -0.35 | Mar-1999 | Sector |
| Europe Info Tech | 1.19 | 0.72 | 0.07 | Feb-2006 | Sector |
| Japan Consumer Staples | 1.26 | 0.14 | 0.17 | Jul-2005 | Sector |
| Quality | 1.29 | 0.25 | -0.34 | Mar-2013 | Factor |
| US Utilities | 1.31 | 0.04 | -0.04 | May-1997 | Sector |
| US Consumer Discret | 1.34 | 0.51 | 0.35 | May-1997 | Sector |
| US Material | 1.41 | 0.64 | -0.25 | May-1997 | Sector |
| Europe Industrials | 1.53 | 0.35 | -0.02 | May-1997 | Sector |
| Japan Info Tech | 1.59 | 0.27 | -0.80 | May-2005 | Sector |
| Australia Info Tech | 1.61 | 0.52 | -0.98 | Sep-2005 | Sector |
| US Info Tech | 1.73 | 0.42 | -0.28 | May-1997 | Sector |
| Large | 1.76 | 0.49 | 0.48 | Feb-2009 | Factor |
| US Communication Serv | 1.83 | 0.69 | 0.18 | May-1997 | Sector |
| Growth | 1.88 | 0.20 | 0.34 | May-1997 | Factor |
| US Industrials | 1.91 | 0.46 | 0.28 | May-1997 | Sector |
| Australia Communication Serv | 2.01 | 0.02 | 0.93 | Sep-2005 | Sector |
| US Consumer Staples | 2.11 | 0.12 | 0.90 | May-1997 | Sector |
Forward PE
| Forward PE | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| US Utilities | 1.02 | 0.22 | 0.23 | May-1997 | Sector |
| Australia Consumer Discret | 1.04 | -0.89 | 0.73 | May-2003 | Sector |
| Australia Info Tech | 1.19 | -0.42 | -0.10 | Sep-2005 | Sector |
| US Financials | 1.21 | 0.35 | 0.70 | May-1997 | Sector |
| ASX 200 | 1.22 | 0.43 | 0.71 | May-2003 | Aussie |
| Europe Info Tech | 1.24 | 0.52 | -0.46 | Feb-2006 | Sector |
| US Industrials | 1.29 | 0.42 | 0.64 | May-1997 | Sector |
| US Consumer Staples | 1.38 | 0.19 | 1.06 | May-1997 | Sector |
| Large | 1.40 | 0.46 | 0.37 | Feb-2009 | Factor |
| Europe Communication Serv | 1.41 | 0.48 | 1.57 | Mar-2006 | Sector |
| Australia Communication Serv | 1.52 | 0.24 | 0.61 | Sep-2005 | Sector |
| Australia Financials | 1.94 | 0.64 | 1.35 | Nov-2005 | Sector |
| Banks | 2.57 | 0.66 | 1.57 | May-2003 | Aussie |
Price to Book
| Price to Book | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Japan Info Tech | 1.01 | 0.34 | -0.32 | May-2005 | Sector |
| Low Volatility | 1.05 | -0.17 | 0.74 | Nov-2012 | Factor |
| Australia Consumer Staples | 1.06 | 0.05 | 0.10 | Sep-2005 | Sector |
| US Consumer Staples | 1.15 | 0.08 | 0.60 | May-1997 | Sector |
| Value | 1.17 | 0.05 | 0.34 | May-1997 | Factor |
| Australia Financials | 1.29 | 0.26 | 1.40 | Nov-2005 | Sector |
| Australia Industrials | 1.30 | 0.20 | 0.72 | Sep-2005 | Sector |
| Enhanced Value | 1.36 | 0.25 | 0.36 | Jan-2015 | Factor |
| US Utilities | 1.42 | 0.16 | 0.64 | May-1997 | Sector |
| Quality | 1.45 | 0.27 | -0.03 | Mar-2013 | Factor |
| Australia Real Estate | 1.46 | 0.32 | 0.92 | Feb-2006 | Sector |
| US Consumer Discret | 1.52 | 0.24 | 0.05 | May-1997 | Sector |
| Australia Info Tech | 1.71 | 0.76 | -1.22 | Sep-2005 | Sector |
| Europe Industrials | 1.86 | 0.46 | 0.21 | May-1997 | Sector |
| US Info Tech | 2.08 | 0.40 | 0.07 | May-1997 | Sector |
| US Communication Serv | 2.10 | 0.47 | 0.36 | May-1997 | Sector |
| Large | 2.19 | 0.20 | 0.43 | Feb-2009 | Factor |
| Growth | 2.26 | 0.25 | 0.54 | May-1997 | Factor |
| US Industrials | 2.43 | 0.42 | 0.34 | May-1997 | Sector |
| Australia Consumer Discret | 2.92 | 0.00 | 1.17 | May-2003 | Sector |
Price to Sales
| Price to Sales | 1m Change | 1Y Change | First Value | Type | |
|---|---|---|---|---|---|
| Australia Consumer Discret | 1.02 | 0.13 | 0.77 | May-2003 | Sector |
| Japan Consumer Discret | 1.25 | 0.08 | -0.20 | May-2005 | Sector |
| Australia Real Estate | 1.48 | 0.30 | 0.07 | Feb-2006 | Sector |
| Europe Info Tech | 1.50 | 0.25 | 0.01 | Feb-2006 | Sector |
| Enhanced Value | 1.54 | 0.47 | 0.15 | Jan-2015 | Factor |
| Quality | 1.55 | 0.22 | 0.20 | Mar-2013 | Factor |
| Australia Communication Serv | 1.65 | 0.30 | 1.10 | Sep-2005 | Sector |
| US Material | 1.72 | 0.20 | -0.15 | May-1997 | Sector |
| Value | 1.82 | 0.20 | 0.31 | May-1997 | Factor |
| US Utilities | 1.83 | 0.04 | 0.33 | May-1997 | Sector |
| Japan Communication Serv | 1.86 | 0.10 | 0.52 | May-2005 | Sector |
| Large | 1.88 | 0.21 | 0.41 | Feb-2009 | Factor |
| US Financials | 1.94 | 0.25 | 1.00 | May-1997 | Sector |
| Japan Industrials | 2.09 | 0.31 | -0.02 | May-2005 | Sector |
| Japan Info Tech | 2.18 | 0.26 | -0.61 | May-2005 | Sector |
| US Communication Serv | 2.18 | 0.38 | 0.39 | May-1997 | Sector |
| US Consumer Discret | 2.25 | 0.42 | 0.65 | May-1997 | Sector |
| Europe Industrials | 2.53 | 0.27 | 0.40 | May-1997 | Sector |
| US Info Tech | 2.54 | 0.44 | -0.05 | May-1997 | Sector |
| Growth | 2.56 | 0.00 | 0.68 | May-1997 | Factor |
| Europe Financials | 2.60 | 1.63 | 1.11 | May-1997 | Sector |
| US Industrials | 2.76 | 0.41 | 0.91 | May-1997 | Sector |
| Australia Info Tech | 2.91 | 0.75 | 0.95 | Sep-2005 | Sector |
YTD Factor Performance
Full Factor Performance
Sector Performance Tables
{'us': '\n\n US Sector Performance\n
\n\n \n \n
\n
\n ', 'au': '\n | Name | \n1 Month | 3 Months | 6 Months | 1 Year | 3 Years | 5 Years | 10 Years | \n
|---|---|---|---|---|---|---|---|
| Mat | 2.80% | -21.55% | -26.05% | -22.83% | -4.98% | 6.63% | 5.39% |
| En | 0.30% | -38.83% | -41.23% | -38.93% | -10.94% | 11.84% | 0.56% |
| Fin | 4.29% | -20.70% | -19.02% | 0.58% | 7.10% | 14.16% | 9.68% |
| HC | -5.72% | -25.53% | -24.31% | -21.74% | -4.18% | 3.13% | 5.83% |
| CS | 9.38% | -12.17% | -14.90% | 7.37% | 8.77% | 9.50% | 10.86% |
| CD | 1.66% | -25.09% | -23.23% | -14.99% | -1.44% | 5.17% | 6.03% |
| IT | 10.79% | -9.83% | -12.61% | 0.60% | 18.39% | 19.26% | 19.95% |
| Real Est | 0.85% | -26.64% | -28.83% | -14.32% | -7.49% | 1.53% | 3.65% |
| Util | 3.36% | -27.86% | -30.49% | -19.53% | -5.63% | 2.22% | 5.97% |
| Comm | 9.62% | -22.79% | -18.22% | -8.41% | 11.08% | 9.23% | 8.00% |
| Indus | 8.63% | -14.14% | -18.21% | -4.14% | 8.99% | 13.33% | 9.47% |
\n AU Sector Performance\n
\n\n \n \n
\n
\n ', 'jp': '\n | Name | \n1 Month | 3 Months | 6 Months | 1 Year | 3 Years | 5 Years | 10 Years | \n
|---|---|---|---|---|---|---|---|
| Mat | 1.75% | -47.72% | -49.53% | -51.31% | -17.09% | -1.65% | 5.03% |
| En | 8.62% | -47.50% | -48.55% | -54.73% | -17.83% | -4.54% | -4.45% |
| Fin | 3.96% | -48.28% | -49.59% | -36.14% | -6.76% | 5.17% | 2.66% |
| HC | 1.57% | -18.74% | -23.99% | -17.39% | -4.00% | -1.85% | 8.00% |
| CS | 2.11% | -37.01% | -34.91% | -23.37% | -0.62% | 5.64% | 6.84% |
| CD | 1.20% | -37.04% | -35.23% | -34.43% | -12.98% | -5.15% | 2.54% |
| IT | 19.80% | -5.18% | -17.17% | 3.07% | 17.08% | 10.60% | 12.77% |
| Real Est | 5.02% | -33.34% | -38.56% | -29.42% | -5.21% | 1.86% | 2.86% |
| Util | 0.31% | -45.88% | -45.19% | -42.30% | -10.76% | -3.26% | 2.50% |
| Comm | 5.47% | -40.98% | -40.03% | -28.98% | -6.86% | 0.71% | -2.55% |
| Indus | 4.42% | -30.36% | -26.76% | -16.66% | -2.14% | 2.21% | 4.91% |
\n JP Sector Performance\n
\n\n \n \n
\n
\n ', 'uk': '\n | Name | \n1 Month | 3 Months | 6 Months | 1 Year | 3 Years | 5 Years | 10 Years | \n
|---|---|---|---|---|---|---|---|
| Mat | 5.10% | -23.52% | -27.69% | -31.72% | -2.06% | 6.13% | 1.59% |
| En | 2.85% | -37.12% | -37.60% | -42.10% | -1.97% | 10.55% | 2.76% |
| Fin | 8.69% | -29.32% | -27.12% | -22.53% | 19.30% | 20.63% | 6.18% |
| HC | 0.20% | -17.14% | -23.91% | -22.87% | -2.19% | -1.39% | 4.39% |
| CS | 2.27% | -18.88% | -12.87% | -19.95% | 5.14% | 9.86% | 4.01% |
| CD | 2.44% | -13.07% | -17.92% | -18.93% | 2.57% | 1.48% | 1.98% |
| IT | 7.18% | -16.04% | -17.14% | -24.52% | 4.44% | 11.23% | 8.50% |
| Real Est | 0.12% | -15.29% | -12.14% | -16.27% | 1.77% | 5.73% | nan% |
| Util | -1.83% | -18.50% | -21.98% | -35.88% | 5.46% | 4.57% | -0.23% |
| Comm | 1.92% | -19.30% | -14.05% | -9.40% | 5.09% | 10.15% | 8.28% |
| Indus | 8.46% | -12.08% | -14.84% | -17.12% | 10.77% | 12.01% | 6.28% |
\n UK Sector Performance\n
\n\n \n \n
\n
\n ', 'eu': '\n | Name | \n1 Month | 3 Months | 6 Months | 1 Year | 3 Years | 5 Years | 10 Years | \n
|---|---|---|---|---|---|---|---|
| Mat | 5.82% | -42.88% | -46.85% | -53.05% | -22.43% | -1.24% | 2.85% |
| En | 1.01% | -49.72% | -45.65% | -51.88% | -15.26% | 2.71% | 0.36% |
| Fin | 4.69% | -35.38% | -22.74% | -14.15% | 4.97% | 10.38% | 2.07% |
| HC | 1.71% | -35.44% | -26.68% | -37.38% | -10.26% | -2.95% | 3.22% |
| CS | 3.94% | -27.85% | -27.68% | -20.07% | -3.31% | 2.45% | 0.50% |
| CD | -0.24% | -30.81% | -30.76% | -22.80% | -9.16% | -3.89% | 0.44% |
| IT | 1.68% | -17.07% | -16.90% | 4.37% | 12.15% | 5.40% | 5.96% |
| Real Est | 3.84% | -25.38% | -31.54% | -38.77% | -18.46% | -5.83% | nan% |
| Util | -1.11% | -36.00% | -38.61% | -31.05% | -12.13% | -0.75% | -0.30% |
| Comm | 3.46% | -38.47% | -41.64% | -37.11% | -15.89% | -5.44% | -8.31% |
| Indus | 5.62% | -15.41% | -9.52% | -4.24% | 14.57% | 13.63% | 7.59% |
\n EU Sector Performance\n
\n\n \n \n
\n
\n '}
| Name | \n1 Month | 3 Months | 6 Months | 1 Year | 3 Years | 5 Years | 10 Years | \n
|---|---|---|---|---|---|---|---|
| Mat | 3.21% | -30.64% | -28.02% | -32.50% | -9.98% | 3.02% | 2.56% |
| En | 2.14% | -49.82% | -46.51% | -52.36% | -16.90% | 2.42% | -0.89% |
| Fin | 4.83% | -32.97% | -20.11% | -15.33% | 7.24% | 13.43% | 2.92% |
| HC | -0.07% | -33.29% | -29.94% | -31.88% | -6.85% | -0.70% | 1.76% |
| CS | 3.64% | -33.04% | -23.66% | -29.26% | -2.87% | 3.84% | 1.40% |
| CD | 0.86% | -24.70% | -20.37% | -22.49% | -7.91% | -1.54% | 0.97% |
| IT | 7.77% | -15.70% | -7.22% | -12.68% | 8.03% | 9.35% | 9.22% |
| Real Est | nan% | nan% | nan% | nan% | nan% | nan% | nan% |
| Util | 1.32% | -31.74% | -30.53% | -26.03% | -7.19% | 0.61% | 2.89% |
| Comm | 5.03% | -34.24% | -27.16% | -19.43% | -5.46% | 1.96% | -3.00% |
| Indus | 7.46% | -18.81% | -11.45% | -9.22% | 9.39% | 12.70% | 7.69% |
Weekly Valuation Charts
Current Valuations
| Region | Forward PE | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|
| ('May-2025', 'ASX 200') | 18.99 | 19.13 | 2.38 | 2.01 | 0.68 |
| ('May-2025', 'Banks') | 19.41 | 17.94 | 2.13 | 2.34 | 0.98 |
| ('May-2025', 'Equal Weight') | 20.15 | 19.60 | 2.03 | 1.64 | 0.38 |
| ('May-2025', 'Materials') | 12.42 | 15.08 | 2.15 | 2.07 | -0.40 |
| ('May-2025', 'Resources') | 12.59 | 14.54 | 1.73 | 1.77 | -0.66 |
Valuations 1 Month Ago
| Region | Forward PE | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|
| ('Apr-2025', 'ASX 200') | 17.89 | 18.27 | 2.29 | 1.99 | 0.43 |
| ('Apr-2025', 'Banks') | 17.92 | 17.38 | 2.06 | 2.58 | 0.82 |
| ('Apr-2025', 'Equal Weight') | 19.25 | 18.81 | 1.95 | 1.58 | 0.08 |
| ('Apr-2025', 'Materials') | 12.23 | 14.77 | 2.06 | 1.98 | -0.50 |
| ('Apr-2025', 'Resources') | 12.19 | 14.14 | 1.68 | 1.72 | -0.72 |
Please select a valuation metric from the dropdown above
Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('May-2025', 'Aussie Smalls') | 18.46 | 12.55 | 19.77 | 1.91 | 1.76 | 0.20 |
| ('May-2025', 'Australia') | 18.99 | 11.93 | 19.13 | 2.38 | 2.01 | 0.39 |
| ('May-2025', 'China') | 11.54 | 12.97 | 15.64 | 1.51 | 1.30 | -0.04 |
| ('May-2025', 'Emerging Market') | 12.86 | 9.88 | 18.87 | 1.86 | 1.50 | 0.46 |
| ('May-2025', 'Europe') | 15.23 | 10.97 | 21.65 | 2.09 | 1.51 | 0.53 |
| ('May-2025', 'India') | 21.41 | 14.68 | 32.91 | 3.40 | 2.65 | 1.01 |
| ('May-2025', 'Japan') | 18.44 | 9.48 | 26.96 | 1.98 | 1.48 | 0.34 |
| ('May-2025', 'Korea') | 8.94 | 6.44 | 12.96 | 0.94 | 0.79 | -0.51 |
| ('May-2025', 'UK') | 13.56 | 8.65 | 19.35 | 1.98 | 1.26 | 0.20 |
| ('May-2025', 'US') | 22.78 | 15.90 | 33.26 | 5.00 | 2.98 | 1.67 |
| ('May-2025', 'US Equal Weight') | 18.33 | 13.19 | 21.41 | 3.04 | 1.60 | 0.46 |
| ('May-2025', 'World') | 20.45 | 14.19 | 29.16 | 3.60 | 2.42 | 1.48 |
| ('May-2025', 'World ex US') | 15.90 | 10.39 | 21.62 | 2.09 | 1.62 | 0.40 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Aussie Smalls') | 16.93 | 11.99 | 18.78 | 1.81 | 1.67 | -0.06 |
| ('Apr-2025', 'Australia') | 17.91 | 11.59 | 18.41 | 2.29 | 2.00 | 0.17 |
| ('Apr-2025', 'China') | 11.10 | 12.19 | 15.37 | 1.49 | 1.27 | -0.14 |
| ('Apr-2025', 'Emerging Market') | 12.48 | 9.84 | 18.36 | 1.82 | 1.45 | 0.36 |
| ('Apr-2025', 'Europe') | 14.54 | 10.46 | 20.91 | 2.03 | 1.38 | 0.23 |
| ('Apr-2025', 'India') | 20.86 | 14.74 | 32.33 | 3.60 | 2.49 | 0.96 |
| ('Apr-2025', 'Japan') | 18.51 | 9.62 | 25.61 | 1.86 | 1.39 | 0.19 |
| ('Apr-2025', 'Korea') | 8.59 | 6.45 | 12.33 | 0.91 | 0.76 | -0.64 |
| ('Apr-2025', 'UK') | 12.76 | 8.34 | 18.78 | 1.92 | 1.22 | -0.01 |
| ('Apr-2025', 'US') | 21.19 | 14.98 | 31.40 | 4.79 | 2.84 | 1.34 |
| ('Apr-2025', 'US Equal Weight') | 17.41 | 13.63 | 20.53 | 2.94 | 1.52 | 0.28 |
| ('Apr-2025', 'World') | 19.09 | 13.62 | 27.45 | 3.47 | 2.30 | 1.16 |
| ('Apr-2025', 'World ex US') | 15.10 | 10.34 | 20.70 | 2.06 | 1.56 | 0.26 |
Please select a valuation metric from the dropdown above
Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('May-2025', 'Enhanced Value') | 11.50 | 7.52 | 13.29 | 1.29 | 0.86 | 0.66 |
| ('May-2025', 'Growth') | 28.75 | 21.36 | 55.77 | 7.97 | 4.80 | 1.86 |
| ('May-2025', 'Large') | 20.94 | 14.58 | 30.74 | 3.95 | 2.63 | 1.79 |
| ('May-2025', 'Low Volatility') | 18.63 | 12.27 | 24.53 | 3.16 | 1.65 | 0.06 |
| ('May-2025', 'Quality') | 23.12 | 18.37 | 37.02 | 8.28 | 4.37 | 1.21 |
| ('May-2025', 'Small') | 17.54 | 11.50 | 17.59 | 1.80 | 1.11 | -0.16 |
| ('May-2025', 'Value') | 15.56 | 10.39 | 19.30 | 2.25 | 1.55 | 0.65 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Enhanced Value') | 10.81 | 7.14 | 12.87 | 1.26 | 0.82 | 0.30 |
| ('Apr-2025', 'Growth') | 26.14 | 20.61 | 51.80 | 7.57 | 4.80 | 1.62 |
| ('Apr-2025', 'Large') | 19.53 | 13.86 | 29.32 | 3.82 | 2.52 | 1.47 |
| ('Apr-2025', 'Low Volatility') | 18.34 | 12.43 | 24.46 | 3.22 | 1.68 | 0.10 |
| ('Apr-2025', 'Quality') | 21.89 | 17.58 | 35.54 | 7.91 | 4.18 | 0.93 |
| ('Apr-2025', 'Small') | 14.77 | 11.50 | 16.70 | 1.77 | 1.08 | -0.31 |
| ('Apr-2025', 'Value') | 14.96 | 9.95 | 18.91 | 2.24 | 1.50 | 0.48 |
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Current Valuations
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('May-2025', 'Communication Serv') | 19.59 | 14.02 | 31.22 | 4.86 | 4.08 | 1.64 |
| ('May-2025', 'Consumer Discret') | 27.87 | 16.60 | 50.05 | 9.06 | 2.67 | 1.57 |
| ('May-2025', 'Consumer Staples') | 23.07 | 18.07 | 24.64 | 7.22 | 1.60 | 1.33 |
| ('May-2025', 'Energy') | 15.73 | 7.87 | 17.78 | 1.87 | 1.20 | -0.30 |
| ('May-2025', 'Financials') | 17.73 | 8.84 | 24.96 | 2.41 | 2.68 | 1.03 |
| ('May-2025', 'Healthcare') | 16.80 | 15.69 | 23.18 | 4.49 | 1.44 | -0.28 |
| ('May-2025', 'Industrials') | 25.24 | 17.68 | 31.21 | 6.58 | 2.71 | 1.96 |
| ('May-2025', 'Info Tech') | 29.56 | 25.96 | 57.73 | 12.19 | 8.70 | 1.53 |
| ('May-2025', 'Material') | 21.92 | 14.00 | 23.19 | 2.86 | 2.21 | 0.96 |
| ('May-2025', 'Real Estate') | 39.06 | 22.06 | 45.29 | 3.15 | 6.58 | -0.49 |
| ('May-2025', 'Utilities') | 18.56 | 12.97 | 19.25 | 2.33 | 2.82 | 1.28 |
Valuations 1 Month Ago
| Region | Forward PE | EV/Trailing EBITDA | CAPE | Price to Book | Price to Sales | Valuation Composite |
|---|---|---|---|---|---|---|
| ('Apr-2025', 'Communication Serv') | 17.97 | 11.95 | 28.64 | 4.40 | 3.72 | 1.19 |
| ('Apr-2025', 'Consumer Discret') | 24.72 | 14.86 | 45.89 | 8.42 | 2.42 | 1.16 |
| ('Apr-2025', 'Consumer Staples') | 22.53 | 17.78 | 24.43 | 7.10 | 1.58 | 1.22 |
| ('Apr-2025', 'Energy') | 15.05 | 7.52 | 17.68 | 1.90 | 1.20 | -0.30 |
| ('Apr-2025', 'Financials') | 16.77 | 7.93 | 23.98 | 2.36 | 2.58 | 0.79 |
| ('Apr-2025', 'Healthcare') | 17.62 | 17.34 | 24.71 | 4.86 | 1.56 | -0.07 |
| ('Apr-2025', 'Industrials') | 23.25 | 16.24 | 28.82 | 6.12 | 2.54 | 1.53 |
| ('Apr-2025', 'Info Tech') | 26.04 | 23.47 | 51.97 | 11.00 | 7.87 | 1.15 |
| ('Apr-2025', 'Material') | 21.01 | 12.45 | 22.44 | 2.81 | 2.12 | 0.68 |
| ('Apr-2025', 'Real Estate') | 38.46 | 21.77 | 44.94 | 3.10 | 6.52 | -0.59 |
| ('Apr-2025', 'Utilities') | 17.97 | 12.87 | 19.17 | 2.28 | 2.79 | 1.18 |
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Please select a valuation metric from the dropdown above
Please select a valuation metric from the dropdown above
Please select a valuation metric from the dropdown above
Cross-Sectional Gap Table
Global Value / Growth
Small / Large
EM / DM
Intl ex US / US
S&P Equal / S&P 500
Valuation Data Downloads
Regional_new Valuations
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Factor Valuations
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Yield Curve & Credit Spread Downloads
Global Yield Curves
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⬇️ Download CSVAusbond Composite 0+Yr Spread Spread History
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Current Macro Regime
As of latest data: Slowdown (threshold = 60%)
Recession Probability
Based on macro indicators using a logit model and a recession probability threshold of 70%.
Macro Recession Indicators – Key Charts
{'ASX200': '
\n
', 'S&P 500': ' \n
', 'Nikkei 225': ' \n
', 'MSCI Europe': ' \n
', 'MSCI EM': ' \n
', 'FTSE 100': ' \n
', 'Shanghai Composite': ' \n
', 'KOSPI Index': ' \n
', 'Nasdaq Comp': ' \n
', 'S&P 500 Equal Weight': ' \n
', 'MSCI ACWI': ' \n
'}